File: chol_right.m

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function L = chol_right (A)
n = size (A) ;
L = zeros (n) ;
for k = 1:n
    L (k,k) = sqrt (A (k,k)) ;
    L (k+1:n,k) = A (k+1:n,k) / L (k,k) ;
    A (k+1:n,k+1:n) = A (k+1:n,k+1:n) - L (k+1:n,k) * L (k+1:n,k)' ;
end